Open AccessThe Determinants of Credit Default Swap Premia
Author(s) -
Jan Ericsson,
Kris Jacobs,
Rodolfo Oviedo
Publication year - 2005
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.601082
Subject(s) - credit default swap , itraxx , credit default swap index , credit derivative , financial system , business , financial economics , credit risk , economics , monetary economics , econometrics , credit valuation adjustment , actuarial science , credit reference
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